ES and YM historical data gaps

[palinuro]

Please see attached pic of ES 03-16 contract data. Trying to download historical data doesn't get anything.

I'm also missing data around the same time for YM (overlapping but not corresponding exactly to the ES gaps).

NQ on the other hand has complete data for this period.

[NinjaTrader_RileyS]

Hello palinuro, thank you for your post!

I tested this on my end, but wasn't able to reproduce.

Which data provider are you attempting to connect to?

What Trading Hours template do you have selected? You can check this by right clicking in the background of your chart and selecting Data Series....

[palinuro]

I'm connected to CQG/AMP, using the default 24/7 template. There's no data for that period when I check in the Historical data manager, and nothing happens when I try to download from there either.

[palinuro]

I still can't get any minute data for those gaps, but I am able to download tick data for the missing period.

Is there a way to directly generate minute data from that, or would I need to first export the tick data, and then use the import facility to generate minute data?

[NinjaTrader_RileyS]

Hello palinuro, thank you for your post!

I wasn't able to reproduce this. I had tested the CQG connection and loaded a 60 day chart with the Default 24/7 template and didn't see any gaps. Do you see any errors in the Log tab of the Control Center?

If you delete your historical data for the ES and then attempt to recreate the chart, do you see the same? You can delete the historical data by navigating to the Control Center -> Tools -> Historical Data -> Expand the Historical section -> Delete the ES data that you have.

Next, open a new ES chart. Do you see the same?

If you do see the same, I would like to test your workspace. Please attach the workspace into your next post so that that I may test further. You can find the workspace file by navigating to the Documents -> NinjaTrader 8 -> workspaces folder. The name of the your workspace will be the name of the workspace file.

[palinuro]

thanks for the response, Riley.
I had already deleted and reloaded the data for that week; this time i did it for the entire ES 03-16 contract. I also loaded the data via a new workspace with a single chart.

Same problem, no errors.

I'm attaching an image, as well as the workspace (extension changed to 'txt' so i could upload it).

[palinuro]

Worse problem after re-download....

@RileyS,

I found that after following your suggestion, I also lost the Jan 20 tick data, so the re-import and conversion possibility I had asked about earlier is no longer possible

You can see in the attached image of my time data files for January, that the whole week is quite patchy, apart from missing the one day entirely.

Is there any update on this?

[palinuro]

Well, in the absence of any other suggestions, I tried entirely deleting my database and my workspaces, and starting from scratch.

I finally got the data for January 20 by doing this, and filled in the other gaps for that week.

Unfortunately I am now missing most of the following week, and nothing I do helps. So it's the same problem, just a week later.

Please see attached pic.

[roslja]

Delete cache

People often complain about data gaps in NT8 and the common reasons for that is that historical data has been cached incorrectly for variety of reasons (data server was down, record live data option has been ticked, etc). Close NT8, delete cache folder located in ...\Documents\NinjaTrader 8\db, and then reload historical data. I hope this helps.

[brucelevy]

What would you guys consider this in market replay? Bad tick data or wide spread? About a -$5000 loss.

https://gyazo.com/95e4c25c8118676e1e4025561b9eab83

[palinuro]

Thanks,roslja, but I had already deleted the entire DB, and only succeeded in getting different gaps.

In this case I finally downloaded the data in NT7 (which works fine), exported the missing data, then imported it into NT8. So the immediate problem is resolved.

It would be nice, though, to have some sense of whether NT is actually working on the issue, or is just focusing on their own data feeds.

[NinjaTrader_RileyS]

Thank you for your patience and feed back on this palinuro.

I am still unable to reproduce this. However, I would like to take a look at your diagnostic files to investigate this further.

Please send me your log and trace files so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Email Support

Please reference the following name and forum post link in the body of the email: RileyS and
http://ninjatrader.com/support/forum...ad.php?t=82632.